MediaWiki makes it very easy to link wiki pages using a standard syntax (see Links). If you (or anyone else) create a link to an article that doesn't exist yet, the link will be colored red, like this.

Clicking a red link will take you to the edit page for the new article. Simply type your text, click save and the new page will be created.

Don't forget to set up redirects when you create a page. If you think another person may search for the page you've created by using a different name or spelling, please create the proper redirect(s). See Help:Redirects/it.